I'm writing a short story right now, and it's written entirely in first person. It seems to be working ok for the most part. One big challenge I've had has been breaking up some of it with enough action to keep it from getting too boring. (That whole showing vs. telling thing.) I think my biggest struggle so far in writing this has been the dialogue, not the viewpoint. But I digress...

Remember that the living God is everything. Not success, not victory, but God. Not winning, not losing, but God. A.W. Tozer